A note on attraction and stability of neutral stochastic delay differential equations with Markovian switching

DOI10.1080/00207721.2013.822254zbMath1316.60098OpenAlexW2137301389MaRDI QIDQ5252934

Yinfang Song, Quan Yin

Publication date: 3 June 2015

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207721.2013.822254

zbMATH Keywords

stabilityattractionMarkov chainneutral stochastic delay differential equationsgeneralised Itō formula

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Related Items (6)

Almost sure stability with general decay rate of neutral stochastic delayed hybrid systems with Lévy noise ⋮ Asymptotic behaviour analysis of hybrid neutral stochastic functional differential equations driven by Lévy noise ⋮ Stability of delay differential systems under impulsive control suffered by logic choice ⋮ The stability with general decay rate of neutral stochastic functional hybrid differential equations with Lévy noise ⋮ Stability Verification for a Class of Stochastic Hybrid Systems by Semidefinite Programming ⋮ Stabilisation and H_∞ control of neutral stochastic delay Markovian jump systems

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Properties of solutions of stochastic differential equations with continuous-state-dependent switching
• Almost surely asymptotic stability of neutral stochastic differential delay equations with Markovian switching
• Exponential stability of delayed recurrent neural networks with Markovian jumping parameters
• Razumikhin-type exponential stability criteria of neutral stochastic functional differential equations
• Stability of a random diffusion with linear drift
• A note on almost sure asymptotic stability of neutral stochastic delay differential equations with Markovian switching
• Fixed points and stability of neutral stochastic delay differential equations
• A new delay-dependent exponential stability criterion for Itô stochastic systems with Markovian switching and time-varying delay
• Controllability, stabilizability, and continuous-time Markovian jump linear quadratic control
• Stochastic stability properties of jump linear systems
• Razumikhin-Type Theorems on Exponential Stability of Neutral Stochastic Differential Equations
• Neutral Stochastic Differential Delay Equations with Markovian Switching
• Robust stability analysis and stabilization for uncertain linear neutral delay systems
• Stochastic stability of a class of unbounded delay neutral stochastic differential equations with general decay rate
• Adaptive Tracking for Stochastic Nonlinear Systems With Markovian Switching $ $
• Stochastic Differential Equations with Markovian Switching
• A new delay-dependent stability criterion for linear neutral systems with norm-bounded uncertainties in all system matrices

This page was built for publication: A note on attraction and stability of neutral stochastic delay differential equations with Markovian switching